Nail holes in pre-finished trim - can I fill them without repainting?

I did the exact same thing last spring with pre-primed MDF casing and skipped the paint, and honestly the results were mixed depending on what I used, so here's what I learned.

White lightweight spackle works and comes in white, but on bare or painted MDF it tends to show up as a slightly duller, chalky dot once it dries, and I've had patches yellow over time. If you're truly never touching it with a brush, it's a compromise, not a fix.

The better option for you is color-matched painters caulk, since your trim and walls are the same white. I used a white caulk meant for trim, pressed a small dab into each hole with a finger, then wiped across it with a damp rag. The rag feathers it flat and takes off the excess, so you're not left with a raised blob. It dries with a slight sheen that actualy reads as paint, wich is why it looks better than matte spackle on finished trim. Two catches: it shrinks a bit as it dries, expecially in deeply set nail holes, so on the worst ones I went back after it dried and dabbed a second bit in. And it stays slightly soft, so don't slab it on thick. The wax pencils are really for scratch repair on furniture, not holes. They fill nothing, they just color the dent, and on a nail hole they read shiny and greasy up close. Skip those.

One tip on technique: go hole by hole rather than trying to smear across a whole run of trim. Dab, wipe, move on. On dimples that aren't very deep I sometimes just worked a tiny amount of caulk in with a fingertip and barely wiped at all. Realistically, fill everythign with caulk, let it dry overnight, and then look at it in the hallway light before deciding. If a handful still bug you, a small artist brush and a sample pot of the wall paint touched up only on the holes is a ten minute job, no rollers needed.

I'd push back on the caulk advice a bit. I tried the dab-and-wipe thing on some prefinished casing a couple years back and every spot ended up looking slightly glossy and picking up dust along the baseboards where hands and vacuums hit it. Caulk never fully hardens, so those little dots stay tacky-ish forever. What actually worked for me was plain white spackle pressed in with a putty knife, scraped flush, then hit with one light pass of a fine sanding sponge once it dried. On white trim the color match was close enough that you can't find the holes unless you're hunting for them. No shine, no dust magnet, done in one visit.

Following this since I'm mid-way thru my basement trim and facing the same thing. I tried a regular white crayon-style touch up stick on a test hole and yeah, shiny dot, exactly like described. My situation is a bit different though because my nailer left a couple of heads actually proud of the surface instead of dimpled. Does anyone know if those need to be re-set with a nail punch first before any filler will hide them, or can I just sand them flush? I don't own a punch and would rather not buy one for three nails if some careful sanding does the job.

For the guy with the proud nail heads, yes, punch them first. I learned this the hard way on my own hallway casing, tried to just fill over two heads and the filler popped out within a month when the door got slammed a few times. What saved me was picking up a cheap nail set, I think it was a 1/32 size, and tapping each head just below the surface with a hammer. Takes two minutes per door. Then whatever filler you use has something to actually grab onto.

One thing I'd add about the deeper dimples on MDF is that the stuff around the hole can get crushed in a bit, so when you fill it flush it tends to shrink into a shallow saucer as it dries, no matter what you use. What I've had luck with is overfilling slightly, letting it set up, then shaving it level with a single-edge razor held nearly flat, which beats sanding because you don't scuff the surrounding factory finish. Also do your final inspection with a flashlight held low and raking across the trim in the evening, because overhead hallway light hides flaws that a low angle will find immediatly.